Play Minecraft together / X-Box and Pc?

A friend and I would love to play Minecraft online together. You on your X-Box and I on the PC. She said I would have to create a Microsoft account and then accept her friend request on the X-Box website. When I start the game, an invitation should come. No sooner said than done, but my Microsoft account is not connected to my Minecraft / Mojang account and I wonder how that should work. It didn't work either.

What do I have to do differently or is there a completely different approach?

Unfortunately, you can only play Minecraft with another person on the same platform. Means: Unfortunately, this is not possible.
Exception: With the Pocket / Bedrock Edition.

You can play together, they with the XBox One and you with the Windows 10 edition, then log in via the Microsoft account, accept their friend request and then it should actually work, because both the Windows 10 and the Xbox One Version are Crossplay compatible and together belong to the Bedrock version.

Oh, a Minecraft Realms server is necessary so that you can play together (the first 30 days free of charge, then the server becomes chargeable).